COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      258,611
COMMITMENTS
  34,912   50,201   70,818  126,731  119,884  232,460  240,902   26,151   17,709

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      1,533)
   1,356   -1,338     -566   -3,081    1,004   -2,292     -901    3,825    2,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     19.4     27.4     49.0     46.4     89.9     93.2     10.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     104       95       89       93       66      239      218
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       49,115
COMMITMENTS
  12,111    1,737   12,319   19,306   32,401   43,735   46,457    5,380    2,658

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        173)
     572      462      724     -897   -1,021      399      165     -226        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      3.5     25.1     39.3     66.0     89.0     94.6     11.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      65       32       38       23       22      101       84
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      151,991
COMMITMENTS
  33,965   32,200   11,341   93,457  100,458  138,762  143,999   13,229    7,992

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:    -14,248)
     891   -7,441   -5,267   -9,121     -450  -13,497  -13,158     -752   -1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     21.2      7.5     61.5     66.1     91.3     94.7      8.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      55       44       39       51       40      127      108
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      677,284
COMMITMENTS
  95,803   42,775  157,092  351,437  411,794  604,333  611,661   72,951   65,623

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     15,879)
  -1,112    2,514      357   11,557   13,925   10,803   16,796    5,076     -917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      6.3     23.2     51.9     60.8     89.2     90.3     10.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      59       39       53       79       70      161      142
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      165,573
COMMITMENTS
  36,265   20,587   51,180   65,420   86,735  152,865  158,502   12,708    7,071

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     14,484)
   5,080   -4,052   10,147     -495    7,941   14,733   14,036     -249      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     12.4     30.9     39.5     52.4     92.3     95.7      7.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     169       89      137      112      116      356      290
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       35,200
COMMITMENTS
  13,006   10,242    3,822   15,849   17,652   32,677   31,716    2,523    3,484

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      1,500)
     910    2,068      509      529   -1,173    1,948    1,404     -448       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9     29.1     10.9     45.0     50.1     92.8     90.1      7.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      20       28       12        5       12       28       50
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       43,607
COMMITMENTS
  33,923    1,207        1    2,894   37,881   36,818   39,089    6,789    4,518

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.8      2.8      0.0      6.6     86.9     84.4     89.6     15.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        2        1        4       10       12       13
 

Updated November 13, 2006